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st: RE: RE: estimation with a time trend.


From   wangpan110 <wangpan110@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: RE: RE: estimation with a time trend.
Date   Fri, 24 Sep 2010 14:30:12 -0700 (PDT)

Hi Maarten, i think Natasha's question is related the selection between time
dummies and time trend when she deal with panel data. Please criticize my
following expression: 

My understaing is the time dummies fix all time-variant effects and
indirectly earse the common stochastic trend for non-stationary panels,
while the time trend captures the long-term tendency. However, the time
trend is only applicable under the stationary panel while the time dummies
are applicable for both staionary and non-stationary panel. Am i right?

Pan
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